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MVT (version 0.3-81)

Estimation and Testing for the Multivariate t-Distribution

Description

Routines to perform estimation and inference under the multivariate t-distribution . Currently, the following methodologies are implemented: multivariate mean and covariance estimation, hypothesis testing about equicorrelation and homogeneity of variances, the Wilson-Hilferty transformation, QQ-plots with envelopes and random variate generation.

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Version

Install

install.packages('MVT')

Monthly Downloads

355

Version

0.3-81

License

GPL-3

Maintainer

Felipe Osorio

Last Published

September 24th, 2024

Functions in MVT (0.3-81)

kurtosis.student

Mardia's multivariate kurtosis coefficient
mStudent

Multivariate t distribution
WindSpeed

Wind speed data
cork

Cork borings
PSG

Transient sleep disorder
WH.student

Wilson-Hilferty transformation
studentFit

Estimation of mean and covariance using the multivariate t-distribution
Student

Family object for the multivariate t-distribution
equicorrelation.test

Equicorrelation test
companies

Financial data
examScor

Open/Closed book data
MVT.control

Set control parameters
envelope.student

QQ-plot with simulated envelopes
homogeneity.test

Test of variance homogeneity of correlated variances